-62.6%
FCEL vs FCUV
-99.2%
+36.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -5.9% |
| 7D | +6.3% | -72.0% | +78.2% | +6.0% |
| 30D | -18.8% | -8.0% | -10.8% | -19.0% |
| 3M | -3.8% | +66.3% | -70.1% | -4.3% |
| 6M | +121.1% | -75.3% | +196.4% | +144.1% |
| YTD | +113.3% | -83.0% | +196.2% | +140.7% |
| 1Y | +173.5% | -94.7% | +268.2% | +235.5% |
| All | -62.6% | -99.2% | +36.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling